Bank of America Corporation BAC 51.63 1.97 3.97%
Expected move
November 04, 2026 close · $51.45| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±1.4% ±$0.69 | $50.76 – $52.14 | $50.62 – $52.28 | $49.96 – $52.94 |
| 2 sessions | ±1.9% ±$0.97 | $50.48 – $52.42 | $50.28 – $52.62 | $49.37 – $53.53 |
| 3 sessions | ±2.2% ±$1.14 | $50.31 – $52.59 | $50.09 – $52.81 | $49.02 – $53.88 |
| 1 week | ±2.7% ±$1.37 | $50.08 – $52.82 | $49.77 – $53.13 | $48.52 – $54.38 |
| 2 weeks | ±3.6% ±$1.84 | $49.61 – $53.29 | $49.18 – $53.72 | $47.53 – $55.37 |
| 3 weeks | ±4.4% ±$2.25 | $49.20 – $53.70 | $48.65 – $54.25 | $46.69 – $56.21 |
| 1 month | ±5.3% ±$2.72 | $48.73 – $54.17 | $48.05 – $54.85 | $45.68 – $57.22 |
Earnings: priced against what happened
Average implied move
±3.77%
Average actual move
2.52%
Beyond the implied move
2 / 7
Median IV change
-18.53%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 14, 2026 | ±3.35% | -4.76% | 1.42× | 28.8% → 23.5% |
| July 14, 2026 | ±3.49% | +1.88% | 0.54× | 29.4% → 24.7% |
| April 15, 2026 | ±3.96% | +1.82% | 0.46× | — |
| October 15, 2025 | ±3.93% | +4.37% | 1.11× | — |
| July 16, 2025 | ±3.56% | -0.26% | 0.07× | 29.3% → 21.8% |
| April 15, 2025 | ±4.65% | +3.60% | 0.77× | 45.5% → 37.9% |
| January 16, 2025 | ±3.43% | -0.98% | 0.28× | 29.3% → 21.4% |